FID vs. EFAV
Compare and contrast key facts about First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
FID and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FID is a passively managed fund by First Trust that tracks the performance of the S&P International Dividend Aristocrats Index. It was launched on Aug 23, 2013. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both FID and EFAV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FID vs. EFAV - Performance Comparison
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FID vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 2.64% | 32.07% | 5.42% | 9.92% | -9.69% | 12.90% | -7.56% | 20.82% | -8.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 6.56% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -7.60% |
Returns By Period
In the year-to-date period, FID achieves a 2.64% return, which is significantly lower than EFAV's 6.56% return.
FID
- 1D
- 0.48%
- 1M
- -4.88%
- YTD
- 2.64%
- 6M
- 8.48%
- 1Y
- 27.01%
- 3Y*
- 15.23%
- 5Y*
- 8.10%
- 10Y*
- —
EFAV
- 1D
- 0.59%
- 1M
- -1.60%
- YTD
- 6.56%
- 6M
- 9.32%
- 1Y
- 21.69%
- 3Y*
- 14.35%
- 5Y*
- 7.66%
- 10Y*
- 6.52%
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FID vs. EFAV - Expense Ratio Comparison
FID has a 0.60% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Return for Risk
FID vs. EFAV — Risk / Return Rank
FID
EFAV
FID vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FID | EFAV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 1.78 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.84 | 2.38 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.06 | +0.04 |
Martin ratioReturn relative to average drawdown | 11.56 | 11.18 | +0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FID | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.78 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.66 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.55 | -0.20 |
Correlation
The correlation between FID and EFAV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FID vs. EFAV - Dividend Comparison
FID's dividend yield for the trailing twelve months is around 4.25%, more than EFAV's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.25% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.00% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Drawdowns
FID vs. EFAV - Drawdown Comparison
The maximum FID drawdown since its inception was -39.79%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for FID and EFAV.
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Drawdown Indicators
| FID | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.79% | -27.56% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -7.14% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -27.46% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -6.39% | -3.12% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -4.78% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.95% | +0.44% |
Volatility
FID vs. EFAV - Volatility Comparison
First Trust S&P International Dividend Aristocrats ETF (FID) and iShares Edge MSCI Min Vol EAFE ETF (EFAV) have volatilities of 4.73% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FID | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.83% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.57% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 12.22% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 11.74% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.10% | 13.21% | +5.89% |